Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.51% | 94.35 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'184 CHF | 476'612 CHF | 99.17% | 99.17% |
19.11.2024 | 0.48% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'175 CHF | 473'425 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'323 CHF | 475'601 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 93.85 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'498 CHF | 474'804 CHF | 99.17% | 99.17% |
14.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'404 CHF | 477'904 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 94.75 % | 95.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'965 CHF | 477'429 CHF | 99.17% | 99.17% |
12.11.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'547 CHF | 484'047 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'848 CHF | 487'348 CHF | 99.17% | 99.17% |
08.11.2024 | 0.52% | 96.25 % | 96.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'883 CHF | 483'383 CHF | 99.17% | 99.17% |
07.11.2024 | 0.52% | 95.90 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'956 CHF | 483'456 CHF | 99.06% | 99.06% |